Help on this codes
Created at 28 Sep 2015, 09:33
Help on this codes
28 Sep 2015, 09:33
Hi I'm very new to calgo & programming. My code doesn't seem to work & I'm not sure what went wrong. Can anyone please guide me what went wrong. This is based on J. Ehlers' Universal Oscillator http://traders.com/Documentation/FEEDbk_docs/2015/01/TradersTips.html
Thanks
using System;
using cAlgo.API;
using cAlgo.API.Indicators;
namespace cAlgo.Indicators
{
[Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, ScalePrecision = 5)]
public class UniversalOscillator : Indicator
{
#region Variables
private IndicatorDataSeries _filt;
private IndicatorDataSeries _wn;
private double peak;
private double uni;
private double a1;
private double b1;
private double c1;
private double c2;
private double c3;
#endregion
#region Parameters
[Output("Universal Oscillator", Color = Colors.Purple)]
public IndicatorDataSeries Universal { get; set; }
[Parameter("BandEdge", DefaultValue = 20)]
public int Period2 { get; set; }
[Parameter()]
public DataSeries Source { get; set; }
#endregion
protected override void Initialize()
{
_filt = CreateDataSeries();
_wn = CreateDataSeries();
a1 = Math.Exp(-Math.Sqrt(2) * Math.PI / Period2);
b1 = 2 * a1 * Math.Cos(Math.Sqrt(2) * Math.PI / Period2);
c2 = b1;
c3 = -a1 * a1;
c1 = 1 - c2 - c3;
_wn[0] = 0;
_wn[1] = 0;
_filt[0] = 0;
_filt[1] = 0;
}
public override void Calculate(int index)
{
if (index < 2)
return;
_wn[index] = Source[index - 1] + Source[index - 2] / 2;
_filt[index] = c1 * (_wn[index] + _wn[index - 1]) / 2 + c2 * _filt[index - 1] + c3 * _filt[index - 2];
peak = 0.991 * peak;
if (Math.Abs(_filt[index]) > peak)
peak = Math.Abs(_filt[index]);
if (peak != 0)
uni = _filt[index] / peak;
Universal[index] = uni;
}
}
}
Replies
ClickAlgo
28 Sep 2015, 14:34
Just with a quick look you have removed: an IndicatorDataSeries
private IndicatorDataSeries _filt;
private IndicatorDataSeries _wn;
private IndicatorDataSeries _pk;
private double a1;
private double b1;
private double c1;
private double c2;
private double c3;
I would put the original code back and start again or let us know what the exact problem is.
@ClickAlgo
lunarus
28 Sep 2015, 13:34
I made a correction & it looks identical to the results in the other platform but I wasn't sure if the codes was exactly correct
using System; using cAlgo.API; using cAlgo.API.Indicators; namespace cAlgo.Indicators { [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, ScalePrecision = 5)] public class UniversalOscillator : Indicator { #region Variables private IndicatorDataSeries _filt; private IndicatorDataSeries _wn; private IndicatorDataSeries _pk; private double a1; private double b1; private double c1; private double c2; private double c3; #endregion #region Parameters [Output("Universal", Color = Colors.Red, IsHistogram = true)] public IndicatorDataSeries Universal { get; set; } [Parameter("BandEdge", DefaultValue = 20)] public int Period { get; set; } [Parameter()] public DataSeries Source { get; set; } #endregion protected override void Initialize() { _filt = CreateDataSeries(); _wn = CreateDataSeries(); _pk = CreateDataSeries(); a1 = Math.Exp(-Math.Sqrt(2) * Math.PI / Period); b1 = 2 * a1 * Math.Cos(Math.Sqrt(2) * Math.PI / Period); c2 = b1; c3 = -a1 * a1; c1 = 1 - c2 - c3; _wn[0] = 0; _wn[1] = 0; _filt[0] = 0; _filt[1] = 0; _pk[0] = 1E-07; _pk[1] = 1E-07; } public override void Calculate(int index) { if (index < 2) return; _wn[index] = (Source[index] - Source[index - 2]) / 2; _filt[index] = c1 * (_wn[index] + _wn[index - 1]) / 2 + c2 * _filt[index - 1] + c3 * _filt[index - 2]; _pk[index] = 0.991 * _pk[index - 1]; if (Math.Abs(_filt[index]) > _pk[index]) _pk[index] = Math.Abs(_filt[index]); if (_pk[index] != 0) Universal[index] = _filt[index] / _pk[index]; } } }@lunarus